+133.6%
HOOD vs PYPL
-79.3%
+213.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.4% |
| 7D | +3.8% | -1.1% | +4.9% | +4.7% |
| 30D | -26.4% | +3.8% | -30.2% | -28.2% |
| 3M | -14.3% | -1.3% | -13.0% | -14.0% |
| 6M | +3.9% | +29.0% | -25.1% | -15.6% |
| YTD | -28.1% | +0.7% | -28.8% | -31.9% |
| 1Y | -38.8% | -12.3% | -26.5% | -35.7% |
| 3Y | +888.5% | +7.6% | +880.8% | +780.2% |
| 5Y | +131.0% | -71.7% | +202.7% | +352.5% |
| All | +133.6% | -79.3% | +213.0% | +397.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PYPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling